MTL732: Difference between revisions
| [checked revision] | [checked revision] |
Prashantt492 (talk | contribs) Creating course page via bot |
Bot: wrap bare course codes in wikilinks |
||
| Line 4: | Line 4: | ||
| credits = 3 | | credits = 3 | ||
| credit_structure = 3-0-0 | | credit_structure = 3-0-0 | ||
| pre_requisites = MTL103/MTL508 | | pre_requisites = [[MTL103]]/[[MTL508]] | ||
| overlaps = MCL363/MSL873 | | overlaps = [[MCL363]]/[[MSL873]] | ||
}} | }} | ||
== MTL732 : Financial Mathematics == | == MTL732 : Financial Mathematics == | ||
Financial markets, Interest computation, value, growth and discount factors, derivative products, basic option theory: single and multi-period binomial pricing models, Cox-Ross-Rubinstein (CRR) model, volatility, Black-Scholes formula for option pricing as a limit of CRR model, Greeks and hedging, Mean-Variance portfolio theory: Markowitz model, Capital Asset Pricing Model (CAPM), factor models, interest rates and interest rate derivatives, Binomial tree models. | Financial markets, Interest computation, value, growth and discount factors, derivative products, basic option theory: single and multi-period binomial pricing models, Cox-Ross-Rubinstein (CRR) model, volatility, Black-Scholes formula for option pricing as a limit of CRR model, Greeks and hedging, Mean-Variance portfolio theory: Markowitz model, Capital Asset Pricing Model (CAPM), factor models, interest rates and interest rate derivatives, Binomial tree models. | ||
Latest revision as of 16:42, 14 April 2026
| MTL732 | |
|---|---|
| Financial Mathematics | |
| Credits | 3 |
| Structure | 3-0-0 |
| Pre-requisites | MTL103/MTL508 |
| Overlaps | MCL363/MSL873 |
MTL732 : Financial Mathematics
Financial markets, Interest computation, value, growth and discount factors, derivative products, basic option theory: single and multi-period binomial pricing models, Cox-Ross-Rubinstein (CRR) model, volatility, Black-Scholes formula for option pricing as a limit of CRR model, Greeks and hedging, Mean-Variance portfolio theory: Markowitz model, Capital Asset Pricing Model (CAPM), factor models, interest rates and interest rate derivatives, Binomial tree models.